Unfortunately it's not possible to document databases from multiple servers in one project. Sorry.
If you're generating the documentation in an editable format, such as a .docx file, then you may be able to manually join them together in an editor - in the docx case you could use Microsoft Word or OpenOffice for example.
Yes, the problem is getting it in one file. If you are handy with PowerShell, you can automate the process to do several databases on one server in one go. I give a link to an article I wrote to show how to do several databases on one server. As far as I remember, it is possible to extend the code to do several servers but each server would be written to a different 'site'. I hope that wouldn't matter! https://www.red-gate.com/hub/product-learning/sql-doc/how-to-document-multiple-sql-server-databases-using-sql-doc-and-powershell
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If you're generating the documentation in an editable format, such as a .docx file, then you may be able to manually join them together in an editor - in the docx case you could use Microsoft Word or OpenOffice for example.
Redgate Software
https://www.red-gate.com/hub/product-learning/sql-doc/how-to-document-multiple-sql-server-databases-using-sql-doc-and-powershell